Anic Equity¶

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Total return since start: 0.695 %¶

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Equity now: -----------------------------> 51785.52 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48586.46 Kr¶

PnL: ---------------------------------------> -501.11 Kr¶

DD now: ---------------------------------> -0.306 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:22:30.014131'

Anic Portfolio¶

Today¶

Return: -0.218 %¶

This Week¶

Return: 8.96 %¶

Total¶

Return: 69.532 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.260000 780.000000 107.000000 15.900000 673.000000
Nordea Bank Abp 29 0.110000 3539.160000 85.160000 2.470000 3453.999992
HEBA B 70 -0.900000 2698.500000 62.500000 2.370000 2636.000010
SAAB B 8 0.230000 3435.200000 58.200000 1.720000 3377.000000
Swedbank A 3 2.740000 607.200000 43.200000 7.660000 564.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
AcadeMedia 12 -0.520000 591.360000 34.360000 6.170000 557.000004
Resurs Holding 22 -0.400000 606.540000 32.540000 5.670000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -1.380000 377.800000 22.800000 6.420000 355.000000
OEM International B 7 0.260000 550.200000 22.200000 4.200000 527.999997
Intrum 4 0.260000 540.800000 13.800000 2.620000 527.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 0.000000 579.120000 9.120000 1.600000 570.000000
Fasadgruppen Group 38 0.920000 4149.600000 8.600000 0.210000 4140.999992
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Midsona B 63 -1.690000 585.270000 2.270000 0.390000 582.999984
Handelsbanken A 5 0.740000 547.250000 1.250000 0.230000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.480000 0.480000 0.200000 246.000000
Coor Service Management Hold. 8 -0.080000 530.800000 -1.200000 -0.230000 532.000000
Corem Property Group B 59 -1.670000 571.710000 -5.290000 -0.920000 576.999999
Boozt 12 0.070000 1646.400000 -7.600000 -0.460000 1653.999996
Essity B 2 0.620000 553.400000 -20.600000 -3.590000 574.000000
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity A 4 0.720000 1116.000000 -33.000000 -2.870000 1149.000000
International Petroleum Corp. 5 -2.190000 558.000000 -36.570000 -6.150000 594.565215
CTEK 13 -1.980000 496.470000 -37.530000 -7.030000 533.999999
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 0.060000 1783.100000 -205.900000 -10.350000 1989.000002
Axfood 15 0.370000 4060.500000 -239.500000 -5.570000 4300.000005
Ovzon 64 -0.930000 3424.000000 -572.000000 -14.310000 3996.000000
TOTAL 48586.460000 -501.110000 -0.30583% 49087.564636

Updated:¶

'2023-01-31 09:22:43.063857'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶